HUI OU-YANG : Citation Profile


Are you HUI OU-YANG?

Cheung Kong Graduate School of Business

6

H index

6

i10 index

239

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   8 years (2003 - 2011). See details.
   Cites by year: 29
   Journals where HUI OU-YANG has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 1 (0.42 %)

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   Permalink: http://citec.repec.org/pou50
   Updated: 2020-02-16    RAS profile: 2014-10-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with HUI OU-YANG.

Is cited by:

Cvitanic, Jaksa (10)

Kaniel, Ron (5)

He, Xuezhong (5)

Gabaix, Xavier (4)

Edmans, Alex (4)

Huang, Lixin (3)

Christensen, Kim (3)

ju, nengjiu (3)

He, Ping (3)

priestley, richard (3)

Nejadmalayeri, Ali (3)

Cites to:

Ait-Sahalia, Yacine (3)

pan, jun (3)

Thaler, Richard (3)

Brennan, Michael (3)

Subrahmanyam, Avanidhar (3)

Scholes, Myron (2)

Biais, Bruno (2)

Weber, Martin (2)

Mayer, Christopher (2)

Milgrom, Paul (2)

Leland, Hayne (2)

Main data


Where HUI OU-YANG has published?


Journals with more than one article published# docs
Review of Financial Studies4
Journal of Economic Theory2

Recent works citing HUI OU-YANG (2018 and 2017)


YearTitle of citing document
2018Optimal contract for a fund manager, with capital injections and endogenous trading constraints. (2018). Zariphopoulou, Thaleia ; Nadtochiy, Sergey. In: Papers. RePEc:arx:papers:1802.09165.

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2019A lognormal type stochastic volatility model with quadratic drift. (2019). Willems, Sander ; Carr, Peter. In: Papers. RePEc:arx:papers:1908.07417.

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2019Does the leverage effect affect the return distribution?. (2019). Chen, Dangxing. In: Papers. RePEc:arx:papers:1909.08662.

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2019Speculative Trading, Prospect Theory and Transaction Costs. (2019). Zheng, Harry ; Lex, A ; Alex, . In: Papers. RePEc:arx:papers:1911.10106.

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2017Loss Aversion and Residential Property Development Decisions in China: A Semi-Parametric Estimation. (2017). Meng, Chunming ; Bao, Helen . In: ERES. RePEc:arz:wpaper:eres2017_156.

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2017THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL. (2017). Grasselli, Martino. In: Mathematical Finance. RePEc:bla:mathfi:v:27:y:2017:i:4:p:1013-1034.

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2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Marcus . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12010.

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2017Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12056.

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2018Could Risk Management Be Harmful to Firms?. (2018). Li, Rui. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:li.

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2019A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. (2019). Wan, Xiangwei ; Chen, Nan ; Yang, Nian. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:256-288.

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2019On the calibration of the 3/2 model. (2019). Vyncke, David ; Gudmundsson, Hilmar. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:3:p:1178-1192.

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2018The opposite disposition effect: Evidence from the Korean stock index futures market. (2018). Eom, Yunsung. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:261-265.

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2019Does the corporate bond market overvalue bonds of sin companies?. (2019). Rao, Ramesh ; Nishikawa, Takeshi ; Lamba, Asjeet S ; Fabozzi, Frank J ; Ma, K C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:165-170.

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2019Disposition sales and stock market liquidity. (2019). Choi, Darwin. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:19-36.

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2017Insider trading, stock return volatility, and the option markets pricing of the information content of insider trading. (2017). Louis, Henock ; Chiang, Chin-Han ; Chung, Sung Gon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:65-73.

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2017Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103.

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2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:142-180.

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2018Probability weighting, stop-loss and the disposition effect. (2018). Henderson, Vicky ; Lex, A ; Alex, ; Hobson, David . In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:360-397.

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2019Investment under uncertainty with financial constraints. (2019). Yang, Jinqiang ; Wang, Neng ; Bolton, Patrick. In: Journal of Economic Theory. RePEc:eee:jetheo:v:184:y:2019:i:c:s002205311830173x.

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2017Information disclosure, firm growth, and the cost of capital. (2017). Dutta, Sunil ; Nezlobin, Alexander. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:415-431.

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2018Management sub-advising in the mutual fund industry. (2018). Moreno, David ; Zambrana, Rafael ; Rodriguez, Rosa. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:3:p:567-587.

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2019Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P. In: Journal of Monetary Economics. RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

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2018Interest rate volatility and risk management: Evidence from CBOE Treasury options. (2018). Markellos, Raphael N ; Psychoyios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:190-202.

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2019Corporate debt maturity and future firm performance volatility. (2019). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:216-237.

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2019Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China. (2019). Lung, Peter ; Hughen, Christopher J ; Qiu, Qi ; Liu, Dehong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:557-571.

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2018Asset pricing under optimal contracts. (2018). Cvitanic, Jaksa ; Xing, Hao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:84952.

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2019Capital Structure across Italian Regions: The Role of Financial and Economic Differences. (2019). Bontempi, Maria ; Samaniego-Medina, Reyes ; Palacin-Sanchez, Maria-Jose ; di Pietro, Filippo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4474-:d:258750.

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2017Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175.

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2018On relative performance, remuneration and risk taking of asset managers. (2018). Barucci, Emilio ; Marazzina, Daniele ; Bua, Gaetano. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:4:d:10.1007_s10436-018-0324-5.

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2017Is there an optimally diversified conglomerate? Gleaning answers from capital markets. (2017). Nejadmalayeri, Ali ; Singh, Manohar ; Iyer, Subramanian Rama. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0585-x.

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2017Are Mutual Fund Managers Paid For Investment Skill?. (2017). Vestman, Roine ; Van Nieuwerburgh, Stijn ; Kaniel, Ron ; Ibert, Markus . In: NBER Working Papers. RePEc:nbr:nberwo:23373.

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2017How Important Are Risk-Taking Incentives in Executive Compensation?. (2017). Zhang, Dan ; Dittmann, Ingolf ; Yu, Ko-Chia. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:5:p:1805-1846..

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2017How Important Are Risk-Taking Incentives in Executive Compensation?. (2017). Yu, Ko-Chia ; Zhang, Dan. In: Review of Financial Studies. RePEc:oup:rfinst:v:21:y:2017:i:5:p:1805-1846..

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2018Are Mutual Fund Managers Paid for Investment Skill?. (2018). Van Nieuwerburgh, Stijn ; Vestman, Roine ; Kaniel, Ron ; Ibert, Markus . In: Review of Financial Studies. RePEc:oup:rfinst:v:31:y:2018:i:2:p:715-772..

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2017Market Power and Informational Efficiency. (2017). Nosal, Jaromir ; Kacperczyk, Marcin ; Sundaresan, Savitar. In: 2017 Meeting Papers. RePEc:red:sed017:356.

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2017Loss Aversion and Residential Property Development Decisions in the People’s Republic of China: A Semi-Parametric Estimation. (2017). Meng, Charlotte Chunming . In: ADBI Working Papers. RePEc:ris:adbiwp:0640.

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2018Moral Hazard Under Ambiguity. (2018). Mastrolia, Thibaut ; Possamai, Dylan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:179:y:2018:i:2:d:10.1007_s10957-018-1230-8.

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2017Diversification and Screening. (2017). Maretto, Guido . In: FEUNL Working Paper Series. RePEc:unl:unlfep:wp610.

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2018Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models. (2018). Choi, Seungmoon. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:200829.

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2019Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011). (2016). Jakusch, Sven Thorsten ; Hackethal, Andreas ; Meyer, Steffen. In: SAFE Working Paper Series. RePEc:zbw:safewp:146.

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Works by HUI OU-YANG:


YearTitleTypeCited
2006Incentives and performance in the presence of wealth effects and endogenous risk In: Journal of Economic Theory.
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article6
2006Prospect theory and liquidation decisions In: Journal of Economic Theory.
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article29
2006Estimation of continuous-time models with an application to equity volatility dynamics In: Journal of Financial Economics.
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article50
2003Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem In: Review of Financial Studies.
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article85
2005An Equilibrium Model of Asset Pricing and Moral Hazard In: Review of Financial Studies.
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article20
2009Differences of Opinion of Public Information and Speculative Trading in Stocks and Options In: Review of Financial Studies.
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article31
2011A Model of Portfolio Delegation and Strategic Trading In: Review of Financial Studies.
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article6
2006Capital Structure, Debt Maturity, and Stochastic Interest Rates In: The Journal of Business.
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article12

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